-17.5%
RUN vs SPY
+339.0%
-356.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | +1.3% | +0.1% | +1.1% | +1.1% |
| 30D | -15.3% | +0.1% | -15.3% | -15.1% |
| 3M | -40.0% | +2.0% | -42.0% | -41.3% |
| 6M | -27.0% | +13.0% | -40.0% | -39.4% |
| YTD | -51.7% | +13.5% | -65.2% | -59.8% |
| 1Y | -45.9% | +20.0% | -65.9% | -58.4% |
| 3Y | -43.8% | +77.2% | -121.0% | -77.1% |
| 5Y | -80.5% | +81.9% | -162.4% | -91.7% |
| 10Y | +45.3% | +314.1% | -268.8% | -76.0% |
| All | -17.5% | +339.0% | -356.4% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling